Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.287744 0.312490 0.339255 0.370508 0.406195 0.445908 0.493773
2025-06-29 0.253854 0.285499 0.321587 0.366245 0.420676 0.485744 0.570793
2025-07-06 0.226862 0.261497 0.302516 0.355496 0.423369 0.509247 0.629319
2025-07-13 0.213480 0.251477 0.298025 0.360555 0.444517 0.556814 0.724967
2025-07-20 0.202499 0.242938 0.293920 0.364783 0.464012 0.603682 0.827041
2025-07-27 0.191051 0.232588 0.286186 0.362817 0.473992 0.637579 0.915175
2025-08-03 0.182563 0.225271 0.281583 0.364260 0.488369 0.679168 1.023205
2025-08-10 0.171021 0.213023 0.269250 0.353379 0.482825 0.688393 1.076670
2025-08-17 0.160198 0.201072 0.256469 0.340659 0.472900 0.688784 1.113388
2025-08-24 0.154185 0.195342 0.251976 0.339732 0.481203 0.720477 1.216886
2025-08-31 0.151861 0.194545 0.254356 0.349235 0.507166 0.786457 1.407715
2025-09-07 0.147366 0.190389 0.251522 0.350280 0.518871 0.827947 1.556835
2025-09-14 0.142009 0.184873 0.246552 0.347871 0.524936 0.860816 1.699607
2025-09-21 0.137140 0.179820 0.241972 0.345707 0.531157 0.894986 1.858255
2025-09-28 0.130926 0.172511 0.233562 0.336580 0.523672 0.899550 1.937887
2025-10-05 0.128547 0.170762 0.233591 0.341594 0.543114 0.965149 2.224123
2025-10-12 0.126106 0.168788 0.233123 0.345658 0.561121 1.031039 2.547331
2025-10-19 0.122556 0.164966 0.229509 0.343913 0.567353 1.070473 2.801842
2025-10-26 0.119893 0.162385 0.227734 0.345280 0.580027 1.128239 3.164957
2025-11-02 0.115055 0.156263 0.219938 0.335232 0.567828 1.120246 3.249018
2025-11-09 0.110128 0.149855 0.211441 0.323461 0.551045 1.097950 3.260967
2025-11-16 0.107631 0.147158 0.208934 0.322604 0.557710 1.140097 3.607757
2025-11-23 0.107127 0.147552 0.211533 0.331407 0.586479 1.250186 4.414303